Title of article :
Admissible estimator of the eigenvalues of the variance–covariance matrix for multivariate normal distributions
Author/Authors :
Sheena، نويسنده , , Yo and Takemura، نويسنده , , Akimichi، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2011
Abstract :
An admissible estimator of the eigenvalues of the variance–covariance matrix is given for multivariate normal distributions with respect to the scale-invariant squared error loss.
Keywords :
Wishart distribution , Squared error loss , Karlin’s method , covariance matrix
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis